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Daesung Group Partners Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2017 at 11:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daesung Group Partners Co Ltd SGARCH
paramt-stat
ω0.84537.15
α0.16858.93
β0.723924.43
γ10.00800.11
γ2-0.0258-0.24
γ30.12991.67
γ4-0.3455-4.46
γ50.35983.84
γ6-0.0398-0.35
γ7-0.1813-1.61
γ80.04990.40
γ90.17411.10
γ10-0.0810-0.31
Estimation Period:
Jan 3, 1990 to Jul 21, 2017
Impact of return on volatility tomorrow
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